ccxt 4.4.92 → 4.4.93

package/js/src/okx.js

@@ -58,6 +58,7 @@ export default class okx extends Exchange {
                 'createTriggerOrder': true,
                 'editOrder': true,
                 'fetchAccounts': true,
+                'fetchAllGreeks': true,
                 'fetchBalance': true,
                 'fetchBidsAsks': undefined,
                 'fetchBorrowInterest': true,
@@ -3792,6 +3793,84 @@ export default class okx extends Exchange {
         //         "uTime": "1621910749815"
         //     }
         //
+        // watchOrders & fetchClosedOrders
+        //
+        //    {
+        //        "algoClOrdId": "",
+        //        "algoId": "",
+        //        "attachAlgoClOrdId": "",
+        //        "attachAlgoOrds": [],
+        //        "cancelSource": "",
+        //        "cancelSourceReason": "", // not present in WS, but present in fetchClosedOrders
+        //        "category": "normal",
+        //        "ccy": "", // empty in WS, but eg. `USDT` in fetchClosedOrders
+        //        "clOrdId": "",
+        //        "cTime": "1751705801423",
+        //        "feeCcy": "USDT",
+        //        "instId": "LINK-USDT-SWAP",
+        //        "instType": "SWAP",
+        //        "isTpLimit": "false",
+        //        "lever": "3",
+        //        "linkedAlgoOrd": { "algoId": "" },
+        //        "ordId": "2657625147249614848",
+        //        "ordType": "limit",
+        //        "posSide": "net",
+        //        "px": "13.142",
+        //        "pxType": "",
+        //        "pxUsd": "",
+        //        "pxVol": "",
+        //        "quickMgnType": "",
+        //        "rebate": "0",
+        //        "rebateCcy": "USDT",
+        //        "reduceOnly": "true",
+        //        "side": "sell",
+        //        "slOrdPx": "",
+        //        "slTriggerPx": "",
+        //        "slTriggerPxType": "",
+        //        "source": "",
+        //        "stpId": "",
+        //        "stpMode": "cancel_maker",
+        //        "sz": "0.1",
+        //        "tag": "",
+        //        "tdMode": "isolated",
+        //        "tgtCcy": "",
+        //        "tpOrdPx": "",
+        //        "tpTriggerPx": "",
+        //        "tpTriggerPxType": "",
+        //        "uTime": "1751705807467",
+        //        "reqId": "",                      // field present only in WS
+        //        "msg": "",                        // field present only in WS
+        //        "amendResult": "",                // field present only in WS
+        //        "amendSource": "",                // field present only in WS
+        //        "code": "0",                      // field present only in WS
+        //        "fillFwdPx": "",                  // field present only in WS
+        //        "fillMarkVol": "",                // field present only in WS
+        //        "fillPxUsd": "",                  // field present only in WS
+        //        "fillPxVol": "",                  // field present only in WS
+        //        "lastPx": "13.142",               // field present only in WS
+        //        "notionalUsd": "1.314515408",     // field present only in WS
+        //
+        //     #### these below fields are empty on first omit from websocket, because of "creation" event. however, if order is executed, it also immediately sends another update with these fields filled  ###
+        //
+        //        "pnl": "-0.0001",
+        //        "accFillSz": "0.1",
+        //        "avgPx": "13.142",
+        //        "state": "filled",
+        //        "fee": "-0.00026284",
+        //        "fillPx": "13.142",
+        //        "tradeId": "293429690",
+        //        "fillSz": "0.1",
+        //        "fillTime": "1751705807467",
+        //        "fillNotionalUsd": "1.314515408", // field present only in WS
+        //        "fillPnl": "-0.0001",             // field present only in WS
+        //        "fillFee": "-0.00026284",         // field present only in WS
+        //        "fillFeeCcy": "USDT",             // field present only in WS
+        //        "execType": "M",                  // field present only in WS
+        //        "fillMarkPx": "13.141",           // field present only in WS
+        //        "fillIdxPx": "13.147"             // field present only in WS
+        //    }
+        //
+        //
         // Algo Order fetchOpenOrders, fetchCanceledOrders, fetchClosedOrders
         //
         //     {
@@ -7946,6 +8025,83 @@ export default class okx extends Exchange {
         }
         return undefined;
     }
+    /**
+     * @method
+     * @name okx#fetchAllGreeks
+     * @description fetches all option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
+     * @see https://www.okx.com/docs-v5/en/#public-data-rest-api-get-option-market-data
+     * @param {string[]} [symbols] unified symbols of the markets to fetch greeks for, all markets are returned if not assigned
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {string} params.uly Underlying, either uly or instFamily is required
+     * @param {string} params.instFamily Instrument family, either uly or instFamily is required
+     * @returns {object} a [greeks structure]{@link https://docs.ccxt.com/#/?id=greeks-structure}
+     */
+    async fetchAllGreeks(symbols = undefined, params = {}) {
+        await this.loadMarkets();
+        const request = {};
+        symbols = this.marketSymbols(symbols, undefined, true, true, true);
+        let symbolsLength = undefined;
+        if (symbols !== undefined) {
+            symbolsLength = symbols.length;
+        }
+        if ((symbols === undefined) || (symbolsLength !== 1)) {
+            const uly = this.safeString(params, 'uly');
+            if (uly !== undefined) {
+                request['uly'] = uly;
+            }
+            const instFamily = this.safeString(params, 'instFamily');
+            if (instFamily !== undefined) {
+                request['instFamily'] = instFamily;
+            }
+            if ((uly === undefined) && (instFamily === undefined)) {
+                throw new BadRequest(this.id + ' fetchAllGreeks() requires either a uly or instFamily parameter');
+            }
+        }
+        let market = undefined;
+        if (symbols !== undefined) {
+            if (symbolsLength === 1) {
+                market = this.market(symbols[0]);
+                const marketId = market['id'];
+                const optionParts = marketId.split('-');
+                request['uly'] = market['info']['uly'];
+                request['instFamily'] = market['info']['instFamily'];
+                request['expTime'] = this.safeString(optionParts, 2);
+            }
+        }
+        params = this.omit(params, ['uly', 'instFamily']);
+        const response = await this.publicGetPublicOptSummary(this.extend(request, params));
+        //
+        //     {
+        //         "code": "0",
+        //         "data": [
+        //             {
+        //                 "askVol": "0",
+        //                 "bidVol": "0",
+        //                 "delta": "0.5105464486882039",
+        //                 "deltaBS": "0.7325502184143025",
+        //                 "fwdPx": "37675.80158694987186",
+        //                 "gamma": "-0.13183515090501083",
+        //                 "gammaBS": "0.000024139685826358558",
+        //                 "instId": "BTC-USD-240329-32000-C",
+        //                 "instType": "OPTION",
+        //                 "lever": "4.504428015946619",
+        //                 "markVol": "0.5916253554539876",
+        //                 "realVol": "0",
+        //                 "theta": "-0.0004202992014012855",
+        //                 "thetaBS": "-18.52354631567909",
+        //                 "ts": "1699586421976",
+        //                 "uly": "BTC-USD",
+        //                 "vega": "0.0020207455080045846",
+        //                 "vegaBS": "74.44022302387287",
+        //                 "volLv": "0.5948549730405797"
+        //             },
+        //         ],
+        //         "msg": ""
+        //     }
+        //
+        const data = this.safeList(response, 'data', []);
+        return this.parseAllGreeks(data, symbols);
+    }
     parseGreeks(greeks, market = undefined) {
         //
         //     {

package/js/src/paradex.d.ts

@@ -368,6 +368,16 @@ export default class paradex extends Exchange {
      * @returns {object} a [greeks structure]{@link https://docs.ccxt.com/#/?id=greeks-structure}
      */
     fetchGreeks(symbol: string, params?: {}): Promise<Greeks>;
+    /**
+     * @method
+     * @name paradex#fetchAllGreeks
+     * @description fetches all option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
+     * @see https://docs.api.testnet.paradex.trade/#list-available-markets-summary
+     * @param {string[]} [symbols] unified symbols of the markets to fetch greeks for, all markets are returned if not assigned
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object} a [greeks structure]{@link https://docs.ccxt.com/#/?id=greeks-structure}
+     */
+    fetchAllGreeks(symbols?: Strings, params?: {}): Promise<Greeks[]>;
     parseGreeks(greeks: Dict, market?: Market): Greeks;
     sign(path: any, api?: string, method?: string, params?: {}, headers?: any, body?: any): {
         url: string;

package/js/src/paradex.js

@@ -76,6 +76,7 @@ export default class paradex extends Exchange {
                 'fetchFundingRateHistory': false,
                 'fetchFundingRates': false,
                 'fetchGreeks': true,
+                'fetchAllGreeks': true,
                 'fetchIndexOHLCV': false,
                 'fetchIsolatedBorrowRate': false,
                 'fetchIsolatedBorrowRates': false,
@@ -2413,6 +2414,59 @@ export default class paradex extends Exchange {
         const greeks = this.safeDict(data, 0, {});
         return this.parseGreeks(greeks, market);
     }
+    /**
+     * @method
+     * @name paradex#fetchAllGreeks
+     * @description fetches all option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
+     * @see https://docs.api.testnet.paradex.trade/#list-available-markets-summary
+     * @param {string[]} [symbols] unified symbols of the markets to fetch greeks for, all markets are returned if not assigned
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object} a [greeks structure]{@link https://docs.ccxt.com/#/?id=greeks-structure}
+     */
+    async fetchAllGreeks(symbols = undefined, params = {}) {
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols, undefined, true, true, true);
+        const request = {
+            'market': 'ALL',
+        };
+        const response = await this.publicGetMarketsSummary(this.extend(request, params));
+        //
+        //     {
+        //         "results": [
+        //             {
+        //                 "symbol": "BTC-USD-114000-P",
+        //                 "mark_price": "10835.66892602",
+        //                 "mark_iv": "0.71781855",
+        //                 "delta": "-0.98726024",
+        //                 "greeks": {
+        //                     "delta": "-0.9872602390817709",
+        //                     "gamma": "0.000004560958862297231",
+        //                     "vega": "227.11344863639806",
+        //                     "rho": "-302.0617972461581",
+        //                     "vanna": "0.06609830491614832",
+        //                     "volga": "925.9501532805552"
+        //                 },
+        //                 "last_traded_price": "10551.5",
+        //                 "bid": "10794.9",
+        //                 "bid_iv": "0.05",
+        //                 "ask": "10887.3",
+        //                 "ask_iv": "0.8783283",
+        //                 "last_iv": "0.05",
+        //                 "volume_24h": "0",
+        //                 "total_volume": "195240.72672261014",
+        //                 "created_at": 1747644009995,
+        //                 "underlying_price": "103164.79162649",
+        //                 "open_interest": "0",
+        //                 "funding_rate": "0.000004464241170536191",
+        //                 "price_change_rate_24h": "0.074915",
+        //                 "future_funding_rate": "0.0001"
+        //             }
+        //         ]
+        //     }
+        //
+        const results = this.safeList(response, 'results', []);
+        return this.parseAllGreeks(results, symbols);
+    }
     parseGreeks(greeks, market = undefined) {
         //
         //     {

package/js/src/phemex.js

@@ -2763,10 +2763,10 @@ export default class phemex extends Exchange {
                 let triggerDirection = undefined;
                 [triggerDirection, params] = this.handleParamString(params, 'triggerDirection');
                 if (triggerDirection === undefined) {
-                    throw new ArgumentsRequired(this.id + " createOrder() also requires a 'triggerDirection' parameter with either 'up' or 'down' value");
+                    throw new ArgumentsRequired(this.id + " createOrder() also requires a 'triggerDirection' parameter with either 'ascending' or 'descending' value");
                 }
                 // the flow defined per https://phemex-docs.github.io/#more-order-type-examples
-                if (triggerDirection === 'up') {
+                if (triggerDirection === 'ascending' || triggerDirection === 'up') {
                     if (side === 'sell') {
                         request['ordType'] = (type === 'Market') ? 'MarketIfTouched' : 'LimitIfTouched';
                     }
@@ -2774,7 +2774,7 @@ export default class phemex extends Exchange {
                         request['ordType'] = (type === 'Market') ? 'Stop' : 'StopLimit';
                     }
                 }
-                else if (triggerDirection === 'down') {
+                else if (triggerDirection === 'descending' || triggerDirection === 'down') {
                     if (side === 'sell') {
                         request['ordType'] = (type === 'Market') ? 'Stop' : 'StopLimit';
                     }

package/js/src/pro/bitstamp.js

@@ -8,6 +8,7 @@
 import bitstampRest from '../bitstamp.js';
 import { ArgumentsRequired, AuthenticationError } from '../base/errors.js';
 import { ArrayCache, ArrayCacheBySymbolById } from '../base/ws/Cache.js';
+import { Precise } from '../base/Precise.js';
 //  ---------------------------------------------------------------------------
 export default class bitstamp extends bitstampRest {
     describe() {
@@ -309,6 +310,7 @@ export default class bitstamp extends bitstampRest {
         //        "price_str":"1000.00"
         //     },
         //     "channel":"private-my_orders_ltcusd-4848701",
+        //     "event": "order_deleted" // field only present for cancelOrder
         // }
         //
         const channel = this.safeString(message, 'channel');
@@ -321,29 +323,65 @@ export default class bitstamp extends bitstampRest {
         const subscription = this.safeValue(client.subscriptions, channel);
         const symbol = this.safeString(subscription, 'symbol');
         const market = this.market(symbol);
+        order['event'] = this.safeString(message, 'event');
         const parsed = this.parseWsOrder(order, market);
         stored.append(parsed);
         client.resolve(this.orders, channel);
     }
     parseWsOrder(order, market = undefined) {
         //
-        //   {
-        //        "id":"1463471322288128",
-        //        "id_str":"1463471322288128",
-        //        "order_type":1,
-        //        "datetime":"1646127778",
-        //        "microtimestamp":"1646127777950000",
-        //        "amount":0.05,
-        //        "amount_str":"0.05000000",
-        //        "price":1000,
-        //        "price_str":"1000.00"
+        //    {
+        //        "id": "1894876776091648",
+        //        "id_str": "1894876776091648",
+        //        "order_type": 0,
+        //        "order_subtype": 0,
+        //        "datetime": "1751451375",
+        //        "microtimestamp": "1751451375070000",
+        //        "amount": 1.1,
+        //        "amount_str": "1.10000000",
+        //        "amount_traded": "0",
+        //        "amount_at_create": "1.10000000",
+        //        "price": 10.23,
+        //        "price_str": "10.23",
+        //        "is_liquidation": false,
+        //        "trade_account_id": 0
         //    }
         //
         const id = this.safeString(order, 'id_str');
-        const orderType = this.safeStringLower(order, 'order_type');
+        const orderTypeRaw = this.safeStringLower(order, 'order_type');
+        const side = (orderTypeRaw === '1') ? 'sell' : 'buy';
+        const orderSubTypeRaw = this.safeStringLower(order, 'order_subtype'); // https://www.bitstamp.net/websocket/v2/#:~:text=order_subtype
+        let orderType = undefined;
+        let timeInForce = undefined;
+        if (orderSubTypeRaw === '0') {
+            orderType = 'limit';
+        }
+        else if (orderSubTypeRaw === '2') {
+            orderType = 'market';
+        }
+        else if (orderSubTypeRaw === '4') {
+            orderType = 'limit';
+            timeInForce = 'IOC';
+        }
+        else if (orderSubTypeRaw === '6') {
+            orderType = 'limit';
+            timeInForce = 'FOK';
+        }
+        else if (orderSubTypeRaw === '8') {
+            orderType = 'limit';
+            timeInForce = 'GTD';
+        }
         const price = this.safeString(order, 'price_str');
         const amount = this.safeString(order, 'amount_str');
-        const side = (orderType === '1') ? 'sell' : 'buy';
+        const filled = this.safeString(order, 'amount_traded');
+        const event = this.safeString(order, 'event');
+        let status = undefined;
+        if (Precise.stringEq(filled, amount)) {
+            status = 'closed';
+        }
+        else if (event === 'order_deleted') {
+            status = 'canceled';
+        }
         const timestamp = this.safeTimestamp(order, 'datetime');
         market = this.safeMarket(undefined, market);
         const symbol = market['symbol'];
@@ -355,8 +393,8 @@ export default class bitstamp extends bitstampRest {
             'timestamp': timestamp,
             'datetime': this.iso8601(timestamp),
             'lastTradeTimestamp': undefined,
-            'type': undefined,
-            'timeInForce': undefined,
+            'type': orderType,
+            'timeInForce': timeInForce,
             'postOnly': undefined,
             'side': side,
             'price': price,
@@ -365,9 +403,9 @@ export default class bitstamp extends bitstampRest {
             'amount': amount,
             'cost': undefined,
             'average': undefined,
-            'filled': undefined,
+            'filled': filled,
             'remaining': undefined,
-            'status': undefined,
+            'status': status,
             'fee': undefined,
             'trades': undefined,
         }, market);
@@ -432,6 +470,7 @@ export default class bitstamp extends bitstampRest {
         //         "price_str":"1000.00"
         //         },
         //         "channel":"private-my_orders_ltcusd-4848701",
+        //         "event": "order_deleted" // field only present for cancelOrder
         //     }
         //
         const channel = this.safeString(message, 'channel');

package/js/src/pro/bybit.js

@@ -2481,7 +2481,8 @@ export default class bybit extends bybitRest {
                 for (let j = 0; j < messageHashes.length; j++) {
                     const unsubHash = messageHashes[j];
                     const subHash = subMessageHashes[j];
-                    this.cleanUnsubscription(client, subHash, unsubHash);
+                    const usePrefix = (subHash === 'orders') || (subHash === 'myTrades');
+                    this.cleanUnsubscription(client, subHash, unsubHash, usePrefix);
                 }
                 this.cleanCache(subscription);
             }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.4.92",
+  "version": "4.4.93",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges",
   "unpkg": "dist/ccxt.browser.min.js",
   "type": "module",